+43.2%
META vs VIK
+239.9%
-196.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.4% |
| 7D | +3.1% | +3.2% | -0.1% | +1.9% |
| 30D | -18.2% | +8.2% | -26.4% | -20.6% |
| 3M | +7.8% | -14.7% | +22.5% | +13.4% |
| 6M | +3.6% | +10.3% | -6.7% | -1.9% |
| YTD | -5.3% | +24.5% | -29.7% | -15.7% |
| 1Y | +2.7% | +45.7% | -43.0% | -14.6% |
| All | +43.2% | +239.9% | -196.7% | -7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VIK.
Daily Out/Under-Performance
Portfolio return minus VIK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded VIK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling